Archive for C.R. Rao

Calyampudi Radhakrishna Rao (1920-2023)

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , on August 26, 2023 by xi'an


Just heard that C.R. Rao had passed away on Wednesday. Above is a 1941 picture I photographed while attending the jubilee of the Department of Statistics of the University of Calcuta. Showing R.A. Fisher and P.C. Mahalanobis surrounded by faculty and students from the Department. Including a very young Rao who would a few years later go to Cambridge and write a PhD thesis on ANOVA under the supervision of R.A. Fisher. While my own interactions with C.R. Rao have been quite limited, from attending a seminar dinner with him when he visited Purdue University in 1988, to writing a critical assessment of Pitman nearness that he reportedly disliked, to writing chapters in some of the handbooks he edited and a review paper on Rao-Blackwellisation for the International Statistical Review special issue for his 100th birthday (which almost coincided with mine, one day off), he stood as a giant of the field, having impacted statistics and beyond in many and profound ways. The Hindu published an obituary immediately after his death, while Current Science has a longer if older biography full of pictures and Significance a series of articles on “C.R. Rao’s Century”. However, I’d like to recall this quote of his’, acknowledging his mother for his work habits.

‘For instilling in me the quest for knowledge, I owe to my mother, A. Laxmikanthamma, who, in my younger days, woke me up every day at four in the morning and lit the oil lamp for me to study in the quiet hours of the morning when the mind is fresh.’

advancements in Bayesian methods and implementations

Posted in Books, Statistics, University life with tags , , , , , , , , on November 10, 2022 by xi'an

The handbook of (recent) advances in Bayesian methods is now out (at the Elsevierian price of $250!) with chapters on Gibbs posteriors [Ryan Martin & Nicolas Syring], martingale distributions [Walker], selective inference [Daniel García Racines & Alastair Young], manifold simulations [Sumio Watanabe], MCMC for GLMMs [Vivek Roy] and multiple testing [Noirrit Chandra and Sourabh Bhattacharya]. (Along with my chapter on 50 shades of Bayesian testing.) Celebrating 102 years for C.R. Rao, one of the three editors of this volume (as well as the series) along with Arni Srivastava Rao and Alastair Young.

Blackwell-Rosenbluth Awards 2021

Posted in Statistics, University life with tags , , , , , , , , , , , on November 1, 2021 by xi'an

Congratulations to the winners of the newly created award! This j-ISBA award is intended for junior researchers in different areas of Bayesian statistics. And named after David Blackwell and Arianna  Rosenbluth. They will present their work at the newly created JB³ seminars on 10 and 12 November, both at 1pm UTC. (The awards are broken into two time zones, corresponding to the Americas and the rest of the World.)

UTC+0 to UTC+13

Marta Catalano, Warwick University
Samuel Livingstone, University College London
Dootika Vats, Indian Institute of Technology Kanpur

UTC-12 to UTC-1

Trevor Campbell, University of British Columbia
Daniel Kowal, Rice University
Yixin Wang, University of Michigan

RB4MCMC@ISR

Posted in Statistics with tags , , , , , , , on August 18, 2021 by xi'an

Our survey paper on Rao-Blackwellisation (and the first Robert&Roberts published paper!) just appeared on-line as part of the International Statistical Review mini-issue in honour of C.R. Rao on the occasion of his 100th birthday. (With an unfortunate omission of my affiliation with Warwick!). While the papers are unfortunately beyond a paywall, except for a few weeks!, the arXiv version is still available (and presumably with less typos!).

Rao-Blackwellisation in the MCMC era

Posted in Books, Statistics, University life with tags , , , , , , , , , , on January 6, 2021 by xi'an

A few months ago, as indicated on this blog, I was contacted by ISR editors to write a piece on Rao-Blackwellisation, towards a special issue celebrating Calyampudi Radhakrishna Rao’s 100th birthday. Gareth Roberts and I came up with this survey, now on arXiv, discussing different aspects of Monte Carlo and Markov Chain Monte Carlo that pertained to Rao-Blackwellisation, one way or another. As I discussed the topic with several friends over the Fall, it appeared that the difficulty was more in setting the boundaries. Than in finding connections. In a way anything conditioning or demarginalising or resorting to auxiliary variates is a form of Rao-Blackwellisation. When re-reading the JASA Gelfand and Smith 1990 paper where I first saw the link between the Rao-Blackwell theorem and simulation, I realised my memory of it had drifted from the original, since the authors proposed there an approximation of the marginal based on replicas rather than the original Markov chain. Being much closer to Tanner and Wong (1987) than I thought. It is only later that the true notion took shape. [Since the current version is still a draft, any comment or suggestion would be most welcomed!]